Computing Maximum Likelihood Estimates for the Mixed A.O.V. Model Using the W Transformation
作者:
W.J. Hemmerle,
H.O. Hartley,
期刊:
Technometrics
(Taylor Available online 1973)
卷期:
Volume 15,
issue 4
页码: 819-831
ISSN:0040-1706
年代: 1973
DOI:10.1080/00401706.1973.10489115
出版商: Taylor & Francis Group
关键词: Mixed A. 0. V. Model;Variance Components;Maximum Likelihood;Computational Methods
数据来源: Taylor
摘要:
TheWtransformation, a matrix transformation, is developed and applied for the mixed analysis of variance model to compute maximum likelihood estimates of the variance components and fixed parameters. This transformation not only eliminates the need for the explicit computation of then×ninverse matrix H−lbut permits handling the iterative calculations such that they do not depend uponn(the number of observations) in any way. Although not wedded to a particular numerical method, theWtransformation is implemented in conjunction with a modified Newton-Raphson method in which variance components are restricted to being non-negative.
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